Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52126.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47964.99 Kr¶

PnL: ---------------------------------------> -961.51 Kr¶

DD now: ---------------------------------> -1.871 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 12:48:04.896364'

Anic Portfolio¶

Today¶

Return: -0.362 %¶

This Week¶

Return: -0.362 %¶

Total portfolio value¶

Return including deposits: 70.649 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
SynAct Pharma 9 -0.800000 668.700000 23.700000 3.670000 645.000003
Sdiptech B 3 1.520000 841.800000 19.800000 2.410000 822.000000
Biotage 4 0.390000 620.800000 17.800000 2.950000 603.000000
Embracer Group B 26 0.680000 678.600000 16.600000 2.510000 661.999988
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Xvivo Perfusion 3 0.350000 859.500000 14.500000 1.720000 845.000001
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Indutrade 5 1.530000 1330.500000 10.500000 0.800000 1320.000000
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
BHG Group 49 -7.100000 647.290000 8.290000 1.300000 638.999984
Latour B 2 2.060000 455.200000 6.200000 1.380000 449.000000
Nolato B 12 -0.730000 653.400000 5.400000 0.830000 648.000000
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Fortnox 10 3.590000 670.200000 2.200000 0.330000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
NCC B 7 -1.170000 651.000000 -3.000000 -0.460000 653.999997
Svolder B 35 0.650000 2170.000000 -3.500000 -0.160000 2173.500000
Sampo Oyj SDB 1 -0.600000 499.000000 -6.000000 -1.190000 505.000000
Lime Technologies 2 -1.350000 586.000000 -7.000000 -1.180000 593.000000
Volati 5 -4.720000 565.000000 -9.000000 -1.570000 574.000000
Investor B 3 0.300000 647.550000 -10.450000 -1.590000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 2.240000 657.600000 -16.400000 -2.430000 674.000000
Sedana Medical 135 -3.110000 4293.000000 -38.000000 -0.880000 4330.999935
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Ambea 68 0.940000 2482.000000 -55.000000 -2.170000 2537.000032
Lundin Gold 7 0.770000 917.000000 -57.000000 -5.850000 973.999999
Creades A 7 1.030000 547.400000 -63.600000 -10.410000 610.999998
Investor A 16 0.090000 3459.200000 -85.800000 -2.420000 3545.000000
New Wave B 40 -0.760000 3789.600000 -126.400000 -3.230000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -2.350000 2664.000000 -207.000000 -7.210000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 47964.990000 -961.510000 -1.8709% 48926.499863

Updated:¶

'2023-06-13 12:48:22.409827'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶